\(G\)-Lévy processes under sublinear expectations (Q2038276)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(G\)-Lévy processes under sublinear expectations |
scientific article |
Statements
\(G\)-Lévy processes under sublinear expectations (English)
0 references
6 July 2021
0 references
sublinear expectation
0 references
\(G\)-normal distribution
0 references
\(G\)-Brownian motion
0 references
\(G\)-expectation
0 references
Lévy process
0 references
\(G\)-Lévy process
0 references
\(G\)-Poisson process
0 references
Lévy-Khintchine formula
0 references
Lévy-Itô decomposition
0 references
0 references
0 references
0 references
0 references
0 references
